Indeed, because the package kernel-source contains not the actual kernel, but
the kernel source.

You want a package called either k_deflt-2.4.21-166 or k_athlon-2.4.21-166 or
k_smp-2.4.21-166, depending on your architecture (k_athlon for AMD machines,
k_smp for multi-CPU machines, and k_deflt for everything else)